Variance renormalisation in regularity structures -- the case of $2d$ gPAM
M\'at\'e Gerencs\'er, Yueh-Sheng Hsu

TL;DR
This paper studies variance renormalisation for the 2D generalized parabolic Anderson model driven by rough noise, introducing models that lift zero noises to nontrivial models and proving convergence via graphical computations.
Contribution
It develops a novel variance renormalisation approach for singular SPDEs where traditional methods fail, specifically for the 2D gPAM driven by very rough noise.
Findings
Established convergence of the BPHZ model over vanishing noise.
Introduced models lifting zero noises to nontrivial models.
Applied graphical computations to demonstrate convergence.
Abstract
We consider the variance renormalisation of a singular SPDE for which a Da Prato-Debussche trick is not applicable. The example taken is the -dimensional generalised parabolic Anderson model (gPAM), driven by a much rougher than white noise, necessitating both a multiplicative and an additive renormalisation. To handle the discrepancy between the regularity structures of the approximate and the limiting equations, we consider models that lift noises to nontrivial models, in analogy with ``pure area'' from rough paths. The convergence to such a model is shown for the BPHZ model over the vanishing noise via graphical computations.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Theoretical and Computational Physics · Stochastic processes and statistical mechanics
